bugGNU Octave - Bugs: bug #60966, FinDiffRelStep option not...

 
 

bug #60966: FinDiffRelStep option not implemented

Submitted by:  None
Submitted on:  Sat 24 Jul 2021 07:31:56 PM UTC  
 
Category:  Octave Function Severity:  1 - Wish
Priority:  3 - Low Item Group:  Feature Request
Status:  Need Info Assigned to:  None
Originator Name:  Originator Email:  -email is unavailable-
Open/Closed:  Open Release:  6.3.0
Operating System:  GNU/Linux

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Fri 20 Aug 2021 06:53:14 PM UTC, comment #2: 

Apparently, FinDiffRelStep is an old option name:

https://www.mathworks.com/help/optim/ug/current-and-legacy-option-name-tables.html

I don't think it's necessary to support these old names.  Additionally, the problem remains of whether Octave functions will actually use the settings even if they are accepted by the optimset function.  As Markus points out, it is unlikely that every solver will support every option.

Marking as a feature request.

John W. Eaton <jwe>
Project Administrator
Sun 25 Jul 2021 01:58:11 PM UTC, comment #1: 

For which function were you trying to use this option?
`optimset` is used by very many optimization functions and may of them support different sets of options.

Markus M├╝tzel <mmuetzel>
Project Member
Sat 24 Jul 2021 07:31:56 PM UTC, original submission:  

warning: optimset: unrecognized option: FinDiffRelStep

This is the relative step size used for finite differencing to take derivatives. Often useful to make it larger (e.g. 1e-3 instead sqrt(eps(x))) if the objective is noisy or suffers from poor precision.

Anonymous

 

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    Follow 5 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2021-08-20 jwe CategoryNone => Octave Function
        Severity3 - Normal => 1 - Wish
        Priority5 - Normal => 3 - Low
        Item GroupNone => Feature Request
    2021-07-25 mmuetzel StatusNone => Need Info

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